Walking barefoot and enduring some discomfort are very much part of them, as with many pilgrimages.

I think, if you talked to those Poles, they would explain what was going on in rather different terms. It's common enough in many places to leave tokens at the end of a pilgrimnages at a shrine - very often the footwear which was worn, as a kind of representation of the hardship involved. More typically shoes than socks, but that's not a significant difference.

I'd be inclined to doubt if the picture of a kind of Aunt Sally sock chucking competition is actually an accurate depiction of what takes place.